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Generalized Eigenvalue Problems with Positive Semi-Definite Matrices

Published online by Cambridge University Press:  01 January 2025

Jan de Leeuw
Jan de Leeuw*
Affiliation:
University of Leiden
*
Requests for reprints should be sent to Jan de Leeuw, Department of Data Theory FSW/RUL, Breestraat 70, 2311 CS Leiden, Netherlands.
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Abstract

In a recent paper in this journal McDonald, Torii, and Nishisato show that generalized eigenvalue problems in which both matrices are singular can sometimes be solved by reducing them to similar problems of smaller order. In this paper a more extensive analysis of such problems is used to sharpen and clarify the results of McDonald, Torii, and Nishisato. Possible extensions are also indicated. The relevant mathematical literature is reviewed briefly.

Keywords

eigenvalueseigenvectorsoptimal scalingsimultaneous diagonalization
Type
Original Paper
Information
Psychometrika , Volume 47 , Issue 1 , March 1982 , pp. 87 - 93
Copyright
Copyright © 1982 The Psychometric Society

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References

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